+229.3%
SAP vs EIX
+34.4%
+195.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -2.5% | -2.5% | +0.1% | -1.9% |
| 30D | +7.5% | +7.7% | -0.2% | +5.8% |
| 3M | +11.6% | -12.9% | +24.5% | +13.8% |
| 6M | +37.6% | -12.7% | +50.3% | +39.6% |
| YTD | -2.0% | +5.5% | -7.4% | -5.8% |
| 1Y | -6.4% | +9.4% | -15.7% | -11.0% |
| 3Y | +67.7% | +9.7% | +58.0% | +55.3% |
| 5Y | +75.7% | +16.9% | +58.8% | +57.7% |
| 10Y | +229.3% | +34.3% | +195.1% | +164.3% |
| All | +229.3% | +34.4% | +195.0% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling